mt5cli 0.9.0__tar.gz → 0.9.1__tar.gz

{mt5cli-0.9.0 → mt5cli-0.9.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: mt5cli
-Version: 0.9.0
+Version: 0.9.1
 Summary: Generic MT5 data and execution infrastructure for Python applications
 Project-URL: Repository, https://github.com/dceoy/mt5cli.git
 Author-email: dceoy <dceoy@users.noreply.github.com>

{mt5cli-0.9.0 → mt5cli-0.9.1}/mt5cli/trading.py

@@ -830,7 +830,9 @@ def calculate_volume_by_margin(
     """Calculate max normalized volume affordable for one side.
 
     Returns:
-        Affordable volume rounded down to symbol volume constraints.
+        Largest stepped volume whose actual margin (from ``order_calc_margin``)
+        fits within ``available_margin``, rounded down to symbol volume
+        constraints; ``0.0`` when no affordable step exists.
 
     Raises:
         Mt5TradingError: If symbol volume constraints or tick data are invalid.
@@ -845,8 +847,7 @@ def calculate_volume_by_margin(
         msg = f"Invalid volume constraints for {symbol!r}."
         raise Mt5TradingError(msg)
     side = _normalize_order_side(order_side)
-    tick = get_tick_snapshot(client, symbol)
-    price = tick["ask"] if side == "BUY" else tick["bid"]
+    price = get_tick_snapshot(client, symbol)["ask" if side == "BUY" else "bid"]
     if not isinstance(price, int | float) or price <= 0:
         msg = f"Tick price is unavailable for {symbol!r}."
         raise Mt5TradingError(msg)
@@ -856,11 +857,38 @@ def calculate_volume_by_margin(
     min_margin = float(client.order_calc_margin(order_type, symbol, volume_min, price))
     if min_margin <= 0 or min_margin > available_margin:
         return 0.0
-    raw_volume = available_margin / min_margin * volume_min
-    capped = min(raw_volume, volume_max) if volume_max > 0 else raw_volume
-    steps = floor(((capped - volume_min) / volume_step) + 1e-12)
-    normalized = volume_min + max(0, steps) * volume_step
-    return round(normalized, 10) if normalized >= volume_min else 0.0
+    lo = 0
+    hi = int(
+        max(
+            0,
+            floor(
+                (
+                    (
+                        min(available_margin / min_margin * volume_min, volume_max)
+                        if volume_max > 0
+                        else available_margin / min_margin * volume_min
+                    )
+                    - volume_min
+                )
+                / volume_step
+                + 1e-12
+            ),
+        )
+    )
+    best = -1
+
+    while lo <= hi:
+        mid = (lo + hi) // 2
+        normalized = round(volume_min + mid * volume_step, 10)
+        actual = float(client.order_calc_margin(order_type, symbol, normalized, price))
+
+        if actual > 0 and actual <= available_margin:
+            best = mid
+            lo = mid + 1
+        else:
+            hi = mid - 1
+
+    return round(volume_min + best * volume_step, 10) if best >= 0 else 0.0
 
 
 def determine_order_limits(

{mt5cli-0.9.0 → mt5cli-0.9.1}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "mt5cli"
-version = "0.9.0"
+version = "0.9.1"
 description = "Generic MT5 data and execution infrastructure for Python applications"
 authors = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
 maintainers = [{name = "dceoy", email = "dceoy@users.noreply.github.com"}]
@@ -124,7 +124,6 @@ ignore = [
 ]
 
 [tool.ruff.lint.per-file-ignores]
-"mt5cli/history.py" = ["TC003"]
 "tests/**/*.py" = [
   "DOC201",   # Missing return documentation
   "DOC501",   # Raised exception missing from docstring

{mt5cli-0.9.0 → mt5cli-0.9.1}/tests/test_trading.py

@@ -1375,6 +1375,67 @@ class TestVolumeAndExecution:
         with pytest.raises(Mt5TradingError):
             calculate_volume_by_margin(client, "EURUSD", 100.0, "SELL")
 
+    def test_calculate_volume_by_margin_steps_down_when_margin_exceeds_budget(
+        self,
+    ) -> None:
+        """Tiered margin: binary search returns the largest affordable step."""
+        client = _mock_trade_client()
+        client.symbol_info_as_dict.return_value = {
+            "volume_min": 0.1,
+            "volume_max": 1.0,
+            "volume_step": 0.1,
+        }
+        client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
+        # min_margin (0.1): 25.0 -> hi=4.
+        # Search: mid=2 (0.3)->75<=130, mid=3 (0.4)->100<=130, mid=4 (0.5)->150>130.
+        client.order_calc_margin.side_effect = [25.0, 75.0, 100.0, 150.0]
+
+        result = calculate_volume_by_margin(client, "EURUSD", 130.0, "BUY")
+
+        _assert_close(result, 0.4)
+
+    def test_calculate_volume_by_margin_returns_zero_when_all_steps_unaffordable(
+        self,
+    ) -> None:
+        """If all binary-search probes exceed budget, returns zero."""
+        client = _mock_trade_client()
+        client.symbol_info_as_dict.return_value = {
+            "volume_min": 0.1,
+            "volume_max": 0.5,
+            "volume_step": 0.1,
+        }
+        client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
+        # min_margin (0.1): 10.0 -> hi=4.
+        # Search: mid=2 (0.3)->150>130->hi=1, mid=0 (0.1)->150>130->hi=-1.
+        client.order_calc_margin.side_effect = [10.0, 150.0, 150.0]
+
+        result = calculate_volume_by_margin(client, "EURUSD", 130.0, "BUY")
+
+        _assert_close(result, 0.0)
+
+    def test_calculate_volume_by_margin_binary_search_is_bounded(self) -> None:
+        """Binary search finds the largest affordable volume in O(log n) MT5 calls."""
+        client = _mock_trade_client()
+        client.symbol_info_as_dict.return_value = {
+            "volume_min": 0.01,
+            "volume_max": 1000.0,
+            "volume_step": 0.01,
+        }
+        client.symbol_info_tick_as_dict.return_value = {"ask": 100.0, "bid": 99.0}
+        # Steps 0-50000 cost 0.001 (affordable); steps 50001+ cost 2000.0 (not).
+        # Total range: 99999 steps. Linear scan: ~50000 calls; binary search: ~17.
+        affordable_step = 50000
+
+        def _margin(_ot: int, _sym: str, volume: float, _px: float) -> float:
+            step = round((volume - 0.01) / 0.01)
+            return 0.001 if step <= affordable_step else 2000.0
+
+        client.order_calc_margin.side_effect = _margin
+        result = calculate_volume_by_margin(client, "EURUSD", 200.0, "BUY")
+
+        _assert_close(result, 500.01)  # 0.01 + 50000 * 0.01
+        assert client.order_calc_margin.call_count <= 25
+
     def test_calculate_margin_and_volume_without_native_helper(self) -> None:
         """Test margin helper uses module volume calculation when needed."""
 
@@ -1401,7 +1462,7 @@ class TestVolumeAndExecution:
             ) -> float:
                 assert order_type in {10, 11}
                 assert symbol == "EURUSD"
-                _assert_close(volume, 0.1)
+                assert 0.1 <= volume <= 1.0
                 _assert_close(price, 100.0)
                 return 10.0
 

{mt5cli-0.9.0 → mt5cli-0.9.1}/uv.lock

@@ -487,7 +487,7 @@ wheels = [
 
 [[package]]
 name = "mt5cli"
-version = "0.9.0"
+version = "0.9.1"
 source = { editable = "." }
 dependencies = [
     { name = "click" },